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Please use this identifier to cite or link to this item: https://digital.lib.ueh.edu.vn/handle/UEH/58120
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dc.contributor.advisorDr. Nguyen Van Ngaien_US
dc.contributor.authorHoang Thuy Hong Nhungen_US
dc.date.accessioned2018-11-26T09:01:38Z-
dc.date.available2018-11-26T09:01:38Z-
dc.date.issued2015-
dc.identifier.urihttp://vnp.edu.vn/vi/nghien-cuu/luan-van-tot-nghiep/tom-tat-luan-van/868-developing-an-early-warning-system-to-predict-currency-crises-in-emerging-markets.html-
dc.identifier.urihttp://digital.lib.ueh.edu.vn/handle/UEH/58120-
dc.description.abstractThis thesis develops a new early warning system (EWS) model to predict the currency crises in emerging markets by using the logit regression. According to the results, the macroeconomic variables and the institution variables are valuable indicators which play important roles in EWS model for predicting the currency crises. It shows that the real exchange rate, export growth, import growth, current account surplus/GDP, short-term debt/reserves have correct sign and are statistically significant at 5% level. It also shows that the law and order, external conflict have correct sign and are statistically significant at 1%. In addition, this thesis also applies credit-scoring method to get the optimal cut-off threshold in order to have a more accurate probability of predicting currency crises. Since then, the policymakers can consider taking the effective pre-emptive actions to prevent the currency crises occurring in the future.en_US
dc.format.medium72 p.en_US
dc.language.isoEnglishen_US
dc.publisherUniversity of Economics Ho Chi Minh City; VNP (Vietnam – The Netherlands Programme for M.A. in Development Economics)en_US
dc.subjectCurrency crisisen_US
dc.subjectEarly warning systemen_US
dc.subjectEmerging marketen_US
dc.subjectLogit modelen_US
dc.titleDeveloping an early warning system to predict currency crises in emerging marketsen_US
dc.typeMaster's Thesesen_US
ueh.specialityDevelopment Economics = Kinh tế phát triểnen_US
item.cerifentitytypePublications-
item.languageiso639-1English-
item.openairetypeMaster's Theses-
item.grantfulltextreserved-
item.fulltextFull texts-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
Appears in Collections:MASTER'S THESES
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